The aloof and eccentric Henshaw began at the Munich Academy under Carl von Marr. Later in Paris, Henshaw married an Italian student of Rodin and the two shared a maid’s room during their vie de bohPme. Henshaw contributed to the Paris Salon. Writer and editor Joseph Lewis French proclaimed "to own a Henshaw, even one of the smaller examples, was something that those in the know in New York have long coveted," and Henshaw’s works were sought out by connoisseurs.